Vega ((See Chapter 24 of the Vernimmen))The vega can be defined as the rate of change in the derivative of the theoretical value of the option vis-à-vis implied volatility. All other factors being equal, the closer an option is to being in the money (with maximum time value), the greater is the impact of an increase in volatility.
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Definitions of terms begining with the same letter as "Vega" :
VAR VBI VWAP Value Value Date Value added Value and financial securities Value at risk Value creation Value drivers Value of Business in Force Value stock Value-added tax (VAT) Variable costs Variance Variance Swap Vega Venture capital Volatility Volatility - bonds Volatility - dividends Volume growth Volume-weighted average price Vulture fund
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Definition of Vega - Finance dictionary
